Oslo Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:13.33% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 19.00 | |
| 0.0487 | 18.00 | |
| 0.8470 | 237.18 | |
| 0.1300 | 18.24 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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